-100.0%
DFNS vs GD
+182.7%
-282.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.3% | -5.2% | -2.6% |
| 7D | -42.8% | -3.0% | -39.8% | -43.2% |
| 30D | -67.6% | +9.3% | -76.9% | -67.0% |
| 3M | -94.9% | -7.2% | -87.7% | -94.9% |
| 6M | -96.7% | +5.5% | -102.2% | -96.7% |
| YTD | -99.6% | +9.5% | -109.1% | -99.6% |
| 1Y | -99.7% | +6.4% | -106.2% | -99.7% |
| 3Y | -100.0% | +59.8% | -159.8% | -100.0% |
| 5Y | -100.0% | +98.0% | -198.0% | -100.0% |
| All | -100.0% | +182.7% | -282.7% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling